Does R&D expenditure volatility affect stock return?
(2020)
Journal Article
Xiang, E., Gasbarro, D., Cullen, G., & Ruan, W. (2020). Does R&D expenditure volatility affect stock return?. Journal of Contemporary Accounting and Economics, 16(3), https://doi.org/10.1016/j.jcae.2020.100211
Outputs (49)
Pricing inefficiencies and feedback trading: Evidence from country ETFs (2020)
Journal Article
Kallinterakis, V., Liu, F., Pantelous, A., & Shao, J. (2020). Pricing inefficiencies and feedback trading: Evidence from country ETFs. International Review of Financial Analysis, 70, https://doi.org/10.1016/j.irfa.2020.101498
Does mood affect institutional herding? (2020)
Journal Article
Gavriilidis, K., Kallinterakis, V., & Öztürkkal, B. (2020). Does mood affect institutional herding?. https://doi.org/10.1016/j.jbef.2020.100290
Feedback trading and the ramadan effect in frontier markets (2020)
Journal Article
Andrikopoulos, P., Cui, Y., Gad, S., & Kallinterakis, V. (2020). Feedback trading and the ramadan effect in frontier markets. Research in International Business and Finance, 51, https://doi.org/10.1016/j.ribaf.2019.101085
Post-acquisition performance of private acquirers (2020)
Journal Article
Golubov, A., & Xiong, N. (2020). Post-acquisition performance of private acquirers. Journal of Corporate Finance, 60, https://doi.org/10.1016/j.jcorpfin.2019.101545
Managerial Overconfidence and M&A Performance: Evidence from China (2020)
Journal Article
Guo, M., Liu, J., He, Q., & Xin, J. (2020). Managerial Overconfidence and M&A Performance: Evidence from China. International Journal of Banking, Accounting and Finance, 11(3), 342-360. https://doi.org/10.1504/ijbaaf.2020.10028269We examine the extent to which managerial overconfidence creates value to acquirers in successful M&As undertaken by Chinese listed firms in the period of 20062012. The empirical results show that Chinese acquirers gain value in both the shortrun and... Read More about Managerial Overconfidence and M&A Performance: Evidence from China.
Hometown Lending (2020)
Journal Article
Lim, I., & Nguyen, D. D. (2021). Hometown Lending. Journal of Financial and Quantitative Analysis, 56(8), 2894-2933. https://doi.org/10.1017/s0022109020000769Banks open more branches and make more lending near their Chief Executive Officers’ (CEOs) childhood hometowns. The effects are stronger among informationally opaque borrowers and among CEOs who spend more time in their childhood hometowns. Furthermo... Read More about Hometown Lending.
Misconduct in Banking: The Role of the Board of Directors (2020)
Book Chapter
Nguyen, D., Hagendorff, J., & Eshraghi, A. (2020). Misconduct in Banking: The Role of the Board of Directors. In C. Alexander, & D. Cumming (Eds.), Corruption and Fraud in Financial Markets: Malpractice, Misconduct and Manipulation
Multifactor Models and Their Consistency with the APT (2020)
Journal Article
Cooper, I., Ma, L., Maio, P., & Philip, D. (2021). Multifactor Models and Their Consistency with the APT. The Review of Asset Pricing Studies, 11(2), 402-444. https://doi.org/10.1093/rapstu/raaa024We examine the consistency of several prominent multifactor models from the empirical asset pricing literature with the arbitrage pricing theory (APT) framework. We follow the APT-related literature and estimate the common factor structure from a ric... Read More about Multifactor Models and Their Consistency with the APT.
Financial literacy and its influence on internet banking behaviour (2020)
Journal Article
Andreou, P. C., & Anyfantaki, S. (2021). Financial literacy and its influence on internet banking behaviour. European Management Journal, 39(5), 658-674. https://doi.org/10.1016/j.emj.2020.12.001This paper presents the survey results for financial literacy among Cypriot adults and reports their financial aptitude and behaviour. Additionally, it investigates for the first time the implications of financial literacy on respondents’ usage of di... Read More about Financial literacy and its influence on internet banking behaviour.